Tableau algorithms for factor analysis by instrumental variable methods
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References listed on IDEAS
- C. Hendricks Brown, 1983. "Asymptotic comparison of missing data procedures for estimating factor loadings," Psychometrika, Springer;The Psychometric Society, vol. 48(2), pages 269-291, June.
- R. Bock & Murray Aitkin, 1981. "Marginal maximum likelihood estimation of item parameters: Application of an EM algorithm," Psychometrika, Springer;The Psychometric Society, vol. 46(4), pages 443-459, December.
- Little, Roderick J A, 1985. "A Note about Models for Selectivity Bias," Econometrica, Econometric Society, vol. 53(6), pages 1469-1474, November.
- K. Jöreskog, 1969. "A general approach to confirmatory maximum likelihood factor analysis," Psychometrika, Springer;The Psychometric Society, vol. 34(2), pages 183-202, June.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Satorra, Albert, 1992.
"The variance matrix of sample second-order moments in multivariate linear relations,"
Statistics & Probability Letters,
Elsevier, vol. 15(1), pages 63-69, September.
- Albert Satorra, 1992. "The variance matrix of sample second-order moments in multivariate linear relations," Economics Working Papers 8, Department of Economics and Business, Universitat Pompeu Fabra.
- Albert Satorra, 1992. "Multi-sample analysis of moment-structures: Asymptotic validity of inferences based on second-order moments," Economics Working Papers 16, Department of Economics and Business, Universitat Pompeu Fabra.
More about this item
Keywordscomputational efficiency; consistent estimates; generalized least squares; noniterative methods; two-stage regression;
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